Exercise machines generally have as a weight element a plurality of weights that are stacked with a pair of parallel bars extending through the weights to keep them stacked and to provide a vertical path for the weights. A third rod extends down through the stacked weights and has a row of holes extending through the rods corresponding to holes in the weights. By inserting a pin into a hole in a weight and through to a corresponding pin in the third rod, all weights above the weight into which the pin is inserted will be the weights that are to be lifted. The weights are connected by cables and pulleys to one of several handles or pedals that are pushed with the feet or grasped by the hands to lift the weights. Machines utilizing such weight apparatus are heavy and only the exact amount of weight in the stack of weights is available for use.